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asset-portfolio-management-usingdeep-reinforcement-learning-

This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep Reinforcement Learning (DRL). The work presented explores the use of Deep Reinforcement Learning in dynamically allocating assets in a portfolio in order to solve the Tactical Asset Allocation (TAA) problem.

awesome-gflownets

A curated list of resources about generative flow networks (GFlowNets).

awesome-ml4co

Awesome machine learning for combinatorial optimization papers.

awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

backtrader_cn_api_example

binance-public-data

Details on how to get Binance public data

blog

ccf2018-top2-demand-forecast

Solutions of the forecast problem using Xgboost

ccxt

A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges

cimod

C++ library for a binary quadratic model

co-with-gnns-example

colossalai

Colossal-AI: A Unified Deep Learning System for Big Model Era

cool

Controlled Online Optimization Learning (COOL): Finding the Ground State of Spin Hamiltonians with Reinforcement Learning (arXiv:2003.00011)

decision-transformer

Official codebase for Decision Transformer: Reinforcement Learning via Sequence Modeling.

deep-learning-for-predicting-mid-price-movement-in-high-frequency-trading

Demonstrates the special topic implement on stock prediction

deeplob-model-implementation-project

This repo contains some codes and outputs of my implementation of DeepLOB model.

dimod

A shared API for QUBO/Ising samplers.

dirac

Deep reinforcement learning for spIn-glass gRound stAte Calculation

drl-portfolio-management

CSCI 599 deep learning and its applications final project

dwave-samplers

Classical algorithms for solving binary quadratic models

dwave-simulated-annealing

An implementation of a simulated annealing sampler for general Ising model graphs in C++ with a dimod Python wrapper.

ecole

Extensible Combinatorial Optimization Learning Environments

embedding

finquant

A program for financial portfolio management, analysis and optimisation.

finrl-meta

FinRL­-Meta: Dynamic datasets and market environments for FinRL.

finrl-trading

For trading. Please star.

finrl-tutorials

Tutorials. Please star.

finrl_market_simulator

fpga-mcmc

FPGA accelerated Path Integral Monte Carlo. Project for computational physics.

gcp-with-gnns-example